Linear regression with censoring

C. Srinivasan, M. Zhou

Research output: Contribution to journalArticlepeer-review

25 Scopus citations


Koul, Susarla and Van Ryzin (1981, Ann. Statist. 9, 1276-1288) proposed a generalization of the ordinary least squares estimator in linear models with censored data. This paper uses counting processes and martingale techniques to provide a proof of the asymptotic normality of the estimator. A detailed analysis of the asymptotic variance is presented.

Original languageEnglish
Pages (from-to)179-201
Number of pages23
JournalJournal of Multivariate Analysis
Issue number2
StatePublished - May 1994


  • Asymptotic distribution
  • Censored data
  • Martingale
  • Regression

ASJC Scopus subject areas

  • Statistics and Probability
  • Numerical Analysis
  • Statistics, Probability and Uncertainty


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